ON <i>L</i><sub><i>P</i></sub> -SOLUTION OF FRACTIONAL HEAT EQUATION DRIVEN BY FRACTIONAL BROWNIAN MOTION
Work
Year: 2017
Type: article
Abstract: In this paper, we study the fractional stochastic heat equation driven by fractional Brownian motions of the form <i>du</i>(<i>t,x</i>)= -(-∆)<sup>α/2</sup><i>u</i>(<i>t,x</i>) + <i>f</i>(<i>t,x... more
Authors Litan Yan, Xianye Yu
Cites: 33
Cited by: 1
Related to: 10
FWCI: 0.308
Citation percentile (by year/subfield): 50.73
Subfield: Finance
Domain: Social Sciences
Open Access status: hybrid